+124.6%
CLF vs LYV
+564.6%
-440.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | -3.5% | -1.9% | -1.6% | -2.5% |
| 30D | -1.6% | -8.2% | +6.6% | +2.7% |
| 3M | -12.0% | -1.3% | -10.8% | -12.1% |
| 6M | +30.0% | +2.6% | +27.4% | +27.1% |
| YTD | -9.2% | +19.4% | -28.6% | -19.0% |
| 1Y | +2.3% | -2.2% | +4.5% | +0.4% |
| 3Y | -14.4% | +106.0% | -120.4% | -44.3% |
| 5Y | -48.3% | +97.7% | -146.0% | -68.4% |
| All | +124.6% | +564.6% | -440.0% | -43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LYV.
Daily Out/Under-Performance
Portfolio return minus LYV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded LYV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling